As of the last major updates, SNK (now owned by Arab developer Dimps and others) has been quiet about a native Metal Slug Anthology for Steam. However, there is a workaround:
As the franchise continues to evolve, fans can expect even more exciting developments in the world of Metal Slug. Whether you're a seasoned Slugger or a newcomer to the series, the Metal Slug Collection for PC is a must-play experience that will keep you entertained for hours on end. metal slug collection pc link